0001325091-11-000007.txt : 20111114 0001325091-11-000007.hdr.sgml : 20111111 20111114132843 ACCESSION NUMBER: 0001325091-11-000007 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Marshall Wace North America, L.P. CENTRAL INDEX KEY: 0001325091 IRS NUMBER: 470943020 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11377 FILM NUMBER: 111200426 BUSINESS ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 3 RIVER RD. CITY: COS COB STATE: CT ZIP: 06807 BUSINESS PHONE: 203-625-3200 MAIL ADDRESS: STREET 1: C/O MARSHALL WACE NORTH AMERICA, L.P. STREET 2: 3 RIVER RD. CITY: COS COB STATE: CT ZIP: 06807 FORMER COMPANY: FORMER CONFORMED NAME: Marshall Wace North America L.P. DATE OF NAME CHANGE: 20050426 13F-HR 1 mwna3q11.txt MWNA 13F 3Q11 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Sep 30, 2011 Check here if Amendment [ ]; Amendment Number: This amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Marshall Wace North America, L.P. Address: 3 River Rd., Cos Cob, CT 06807 13 File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct, and complete, and and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form Person Signing this Report on Behalf of Reporting Manager: Name: Christopher Messiana Title: Head of Operations - Americas Phone: 203.625.3200 Signature, Place and Date of Signing: November 11, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 717 Form 13F Information Table Value Total: 553060(*1000) FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ---------------------------- ---------------- --------- -------- -------- --- ---- -------- --------- ------ -------- - D 3M CO COMMON STOCK 88579Y101 3 40 SH SOLE 0 40 0 0 D 8X8 INC COMMON STOCK 282914100 493 121400 SH SOLE 0 121400 0 0 D Aarons Inc COMMON STOCK 002535300 369 14631 SH SOLE 0 14631 0 0 D ABB LTD-ADR ADRS STOCK 000375204 95 5573 SH SOLE 0 5573 0 0 D ABERCROMBIE & FI COMMON STOCK 002896207 78 1265 SH SOLE 0 1265 0 0 D ABOVENET INC COMMON STOCK 00374N107 70 1302 SH SOLE 0 1302 0 0 D ACACIA RESEARCH COMMON STOCK 003881307 2895 80446 SH SOLE 0 80446 0 0 D 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767754104 590 602532 SH SOLE 0 602532 0 0 D RIVERBED TECHNOL COMMON STOCK 768573107 292 14643 SH SOLE 0 14643 0 0 D ROCK-TENN CO-A COMMON STOCK 772739207 480 9869 SH SOLE 0 9869 0 0 D ROCKWELL AUTOMAT COMMON STOCK 773903109 338 6038 SH SOLE 0 6038 0 0 D ROCKWELL COLLINS COMMON STOCK 774341101 389 7366 SH SOLE 0 7366 0 0 D ROSS STORES INC COMMON STOCK 778296103 3145 39963 SH SOLE 0 39963 0 0 D ROWAN COMPANIES COMMON STOCK 779382100 560 18540 SH SOLE 0 18540 0 0 D ROYAL DUTCH-ADR ADRS STOCK 780259206 248 4032 SH SOLE 0 4032 0 0 D RPC INC COMMON STOCK 749660106 70 4275 SH SOLE 0 4275 0 0 D RPX CORP COMMON STOCK 74972G103 389 18800 SH SOLE 0 18800 0 0 D RSC HOLDINGS INC COMMON STOCK 74972L102 334 46898 SH SOLE 0 46898 0 0 D S1 CORPORATION COMMON STOCK 78463B101 144 15659 SH SOLE 0 15659 0 0 D SABESP-ADR ADRS STOCK 20441A102 235 5065 SH SOLE 0 5065 0 0 D SAFEGUARD SCIENT COMMON STOCK 786449207 671 44753 SH SOLE 0 44753 0 0 D SAIC INC COMMON STOCK 78390X101 402 34011 SH SOLE 0 34011 0 0 D SALIX PHARM COMMON STOCK 795435106 389 13136 SH SOLE 0 13136 0 0 D SALLY BEAUTY HOL COMMON STOCK 79546E104 390 23507 SH SOLE 0 23507 0 0 D SANDISK CORP COMMON STOCK 80004C101 4685 116101 SH SOLE 0 116101 0 0 D SANDRIDGE ENERGY COMMON STOCK 80007P307 367 66014 SH SOLE 0 66014 0 0 D SANOFI-ADR ADRS STOCK 80105N105 956 29161 SH SOLE 0 29161 0 0 D SAP AG-SPONS ADR ADRS STOCK 803054204 1264 24962 SH SOLE 0 24962 0 0 D SAPIENT CORP COMMON STOCK 803062108 245 24119 SH SOLE 0 24119 0 0 D SARA LEE CORP COMMON STOCK 803111103 234 14283 SH SOLE 0 14283 0 0 D SAUER-DANFOSS COMMON STOCK 804137107 193 6663 SH SOLE 0 6663 0 0 D SCHIFF NUTRITION COMMON STOCK 806693107 105 9477 SH SOLE 0 9477 0 0 D SCRIPPS NET-CL A COMMON STOCK 811065101 1975 53129 SH SOLE 0 53129 0 0 D SEAGATE TECHNOLO COMMON STOCK IE00B58JVZ52 659 64091 SH SOLE 0 64091 0 0 D SEI INVESTMENTS COMMON STOCK 784117103 227 14756 SH SOLE 0 14756 0 0 D SEMPRA ENERGY COMMON STOCK 816851109 335 6502 SH SOLE 0 6502 0 0 D SERVICESOURCE IN COMMON STOCK 81763U100 1580 119600 SH SOLE 0 119600 0 0 D SHUTTERFLY INC COMMON STOCK 82568P304 680 16507 SH SOLE 0 16507 0 0 D SID NACIONAL-ADR ADRS STOCK 20440W105 327 41215 SH SOLE 0 41215 0 0 D SIGMA-ALDRICH COMMON STOCK 826552101 355 5745 SH SOLE 0 5745 0 0 D SIGNATURE BANK COMMON STOCK 82669G104 366 7670 SH SOLE 0 7670 0 0 D SIGNET JEWELERS COMMON STOCK BMG812761002 898 26567 SH SOLE 0 26567 0 0 D SILICON IMAGE COMMON STOCK 82705T102 460 78371 SH SOLE 0 78371 0 0 D SILVER STANDARD COMMON STOCK 82823L106 308 16785 SH SOLE 0 16785 0 0 D SIMON PROPERTY COMMON STOCK 828806109 383 3485 SH SOLE 0 3485 0 0 D SINA CORP COMMON STOCK KYG814771047 1156 16144 SH SOLE 0 16144 0 0 D SIRIUS XM RADIO COMMON STOCK 82967N108 5 3407 SH SOLE 0 3407 0 0 D SIX FLAGS ENTERT COMMON STOCK 83001A102 325 11710 SH SOLE 0 11710 0 0 D SKYWORKS SOLUTIO COMMON STOCK 83088M102 856 47634 SH SOLE 0 47634 0 0 D SL GREEN REALTY COMMON STOCK 78440X101 1766 30377 SH SOLE 0 30377 0 0 D SLM CORP COMMON STOCK 78442P106 4166 334644 SH SOLE 0 334644 0 0 D SMITHFIELD FOODS COMMON STOCK 832248108 8 403 SH SOLE 0 403 0 0 D SODASTREAM INTER COMMON STOCK IL0011213001 1865 56443 SH SOLE 0 56443 0 0 D SOLUTIA INC COMMON STOCK 834376501 365 28393 SH SOLE 0 28393 0 0 D SONIC AUTOMOTI-A COMMON STOCK 83545G102 152 14128 SH SOLE 0 14128 0 0 D SONIC CORP COMMON STOCK 835451105 556 78584 SH SOLE 0 78584 0 0 D SONUS NETWORKS COMMON STOCK 835916107 153 71050 SH SOLE 0 71050 0 0 D SOTHEBYS COMMON STOCK 835898107 621 22541 SH SOLE 0 22541 0 0 D SOUTHERN COPPER COMMON STOCK 84265V105 236 9430 SH SOLE 0 9430 0 0 D SOUTHWESTRN ENGY COMMON STOCK 845467109 1619 48573 SH SOLE 0 48573 0 0 D SPDR GOLD TRUST ETF STOCK 78463V107 246 1555 SH SOLE 0 1555 0 0 D SPDR S&P HOMEBUI ETF STOCK 78464A888 398 29925 SH SOLE 0 29925 0 0 D SPDR-CONS STAPLE ETF STOCK 81369Y308 2845 95918 SH SOLE 0 95918 0 0 D SPDR-FINL SELECT ETF STOCK 81369Y605 1068 90428 SH SOLE 0 90428 0 0 D SPDR-HEALTH CARE ETF STOCK 81369Y209 1393 43889 SH SOLE 0 43889 0 0 D SPDR-MATERIALS ETF STOCK 81369Y100 480 16365 SH SOLE 0 16365 0 0 D SPDR-UTIL SELECT ETF STOCK 81369Y886 2210 65728 SH SOLE 0 65728 0 0 D SPECTRUM PHARMAC COMMON STOCK 84763A108 298 39099 SH SOLE 0 39099 0 0 D STARBUCKS CORP COMMON STOCK 855244109 376 10092 SH SOLE 0 10092 0 0 D STEEL DYNAMICS COMMON STOCK 858119100 532 53665 SH SOLE 0 53665 0 0 D STERICYCLE INC COMMON STOCK 858912108 384 4760 SH SOLE 0 4760 0 0 D STEVEN MADDEN COMMON STOCK 556269108 6 214 SH SOLE 0 214 0 0 D STONE ENERGY COMMON STOCK 861642106 1896 116954 SH SOLE 0 116954 0 0 D STR HOLDINGS INC COMMON STOCK 78478V100 355 43818 SH SOLE 0 43818 0 0 D SUN COMMUNITIES COMMON STOCK 866674104 272 7724 SH SOLE 0 7724 0 0 D SUNCOR ENERGY COMMON STOCK 867224107 1498 58871 SH SOLE 0 58871 0 0 D SUPERVALU INC COMMON STOCK 868536103 286 42919 SH SOLE 0 42919 0 0 D SUSQUEHAN BNCSHS COMMON STOCK 869099101 131 24076 SH SOLE 0 24076 0 0 D SWIFT TRANSPORTA COMMON STOCK 87074U101 926 143745 SH SOLE 0 143745 0 0 D SYCAMORE NETWORK COMMON STOCK 871206405 954 52850 SH SOLE 0 52850 0 0 D SYMANTEC CORP COMMON STOCK 871503108 179 10999 SH SOLE 0 10999 0 0 D SYNERON MEDICAL COMMON STOCK IL0010909351 989 99767 SH SOLE 0 99767 0 0 D SYNOVUS FINL COMMON STOCK 87161C105 539 504110 SH SOLE 0 504110 0 0 D SYNTEL INC COMMON STOCK 87162H103 1090 25235 SH SOLE 0 25235 0 0 D SYSCO CORP COMMON STOCK 871829107 70 2708 SH SOLE 0 2708 0 0 D T ROWE PRICE GRP COMMON STOCK 74144T108 322 6742 SH SOLE 0 6742 0 0 D TAKE-TWO INTERAC COMMON STOCK 874054109 2288 179908 SH SOLE 0 179908 0 0 D TALEO CORP-A COMMON STOCK 87424N104 181 7028 SH SOLE 0 7028 0 0 D TALISMAN ENERGY COMMON STOCK 87425E103 963 78445 SH SOLE 0 78445 0 0 D TARGET CORP COMMON STOCK 87612E106 1691 34489 SH SOLE 0 34489 0 0 D TAUBMAN CENTERS COMMON STOCK 876664103 155 3072 SH SOLE 0 3072 0 0 D TECHNE CORP COMMON STOCK 878377100 358 5271 SH SOLE 0 5271 0 0 D TECK RESOURCES-B COMMON STOCK 878742204 69 2376 SH SOLE 0 2376 0 0 D TELECOM ARGE-ADR ADRS STOCK 879273209 163 8736 SH SOLE 0 8736 0 0 D TELEFONICA B-ADR ADRS STOCK 87936R106 1935 73164 SH SOLE 0 73164 0 0 D TELUS CORP-NON V COMMON STOCK 87971M202 251 5429 SH SOLE 0 5429 0 0 D TEMPUR-PEDIC INT COMMON STOCK 88023U101 109 2066 SH SOLE 0 2066 0 0 D TENNECO INC COMMON STOCK 880349105 139 5413 SH SOLE 0 5413 0 0 D TERADATA CORP COMMON STOCK 88076W103 989 18469 SH SOLE 0 18469 0 0 D TERADYNE INC COMMON STOCK 880770102 9 827 SH SOLE 0 827 0 0 D TERNIUM SA-ADR ADRS STOCK 880890108 24 1139 SH SOLE 0 1139 0 0 D TESORO CORP COMMON STOCK 881609101 70 3571 SH SOLE 0 3571 0 0 D TESSERA TECHNOL COMMON STOCK 88164L100 173 14478 SH SOLE 0 14478 0 0 D TETRA TECHNOLOGI COMMON STOCK 88162F105 235 30420 SH SOLE 0 30420 0 0 D TEVA PHARM-ADR ADRS STOCK 881624209 9 242 SH SOLE 0 242 0 0 D TEXAS INSTRUMENT COMMON STOCK 882508104 66 2473 SH SOLE 0 2473 0 0 D TEXTRON INC COMMON STOCK 883203101 493 27941 SH SOLE 0 27941 0 0 D THORATEC CORP COMMON STOCK 885175307 400 12252 SH SOLE 0 12252 0 0 D TIBCO SOFTWARE COMMON STOCK 88632Q103 648 28922 SH SOLE 0 28922 0 0 D TIFFANY & CO COMMON STOCK 886547108 464 7631 SH SOLE 0 7631 0 0 D TIME WARNER CABL COMMON STOCK 88732J207 1981 31609 SH SOLE 0 31609 0 0 D TIMKEN CO COMMON STOCK 887389104 421 12827 SH SOLE 0 12827 0 0 D TITAN MACHINERY COMMON STOCK 88830R101 407 22749 SH SOLE 0 22749 0 0 D TITANIUM METALS COMMON STOCK 888339207 424 28311 SH SOLE 0 28311 0 0 D TJX COS INC COMMON STOCK 872540109 97 1755 SH SOLE 0 1755 0 0 D TOLL BROTHERS COMMON STOCK 889478103 169 11715 SH SOLE 0 11715 0 0 D TORO CO COMMON STOCK 891092108 339 6882 SH SOLE 0 6882 0 0 D TOTAL SYS SERVS COMMON STOCK 891906109 450 26574 SH SOLE 0 26574 0 0 D TRACTOR SUPPLY COMMON STOCK 892356106 85 1354 SH SOLE 0 1354 0 0 D TRANS1 INC COMMON STOCK 89385X105 300 100000 SH SOLE 0 100000 0 0 D TRANSATLANTIC HL COMMON STOCK 893521104 249 5129 SH SOLE 0 5129 0 0 D TRANSDIGM GROUP COMMON STOCK 893641100 473 5787 SH SOLE 0 5787 0 0 D TRANSOCEAN LTD COMMON STOCK CH0048265513 5011 104960 SH SOLE 0 104960 0 0 D TRIANGLE CAPITAL COMMON STOCK 895848109 247 16214 SH SOLE 0 16214 0 0 D TRIANGLE PETROLE COMMON STOCK 89600B201 103 28635 SH SOLE 0 28635 0 0 D TUPPERWARE BRAND COMMON STOCK 899896104 96 1788 SH SOLE 0 1788 0 0 D TW TELECOM INC COMMON STOCK 87311L104 718 43436 SH SOLE 0 43436 0 0 D TWO HARBORS INVE COMMON STOCK 90187B101 697 78962 SH SOLE 0 78962 0 0 D TYSON FOODS-A COMMON STOCK 902494103 3564 205290 SH SOLE 0 205290 0 0 D UDR INC COMMON STOCK 902653104 18 794 SH SOLE 0 794 0 0 D ULTA SALON COSME COMMON STOCK 90384S303 439 7058 SH SOLE 0 7058 0 0 D ULTRA PETROLEUM COMMON STOCK 903914109 974 35147 SH SOLE 0 35147 0 0 D UNDER ARMOUR-A COMMON STOCK 904311107 127 1912 SH SOLE 0 1912 0 0 D UNILEVER NV-NYS ADRS STOCK 904784709 574 18222 SH SOLE 0 18222 0 0 D UNITED CONTINENT COMMON STOCK 910047109 12 600 SH SOLE 0 600 0 0 D UNITED RENTALS COMMON STOCK 911363109 625 37105 SH SOLE 0 37105 0 0 D UNITED THERAPEUT COMMON STOCK 91307C102 1175 31350 SH SOLE 0 31350 0 0 D UNITEDHEALTH GRP COMMON STOCK 91324P102 143 3103 SH SOLE 0 3103 0 0 D UNIVERSAL DISPLA COMMON STOCK 91347P105 408 8505 SH SOLE 0 8505 0 0 D URBAN OUTFITTER COMMON STOCK 917047102 3895 174577 SH SOLE 0 174577 0 0 D URS CORP COMMON STOCK 903236107 361 12169 SH SOLE 0 12169 0 0 D US AIRWAYS GROUP COMMON STOCK 90341W108 75 13676 SH SOLE 0 13676 0 0 D US STEEL CORP COMMON STOCK 912909108 21 976 SH SOLE 0 976 0 0 D VAIL RESORTS COMMON STOCK 91879Q109 434 11477 SH SOLE 0 11477 0 0 D VALE SA-SP ADR ADRS STOCK 91912E105 928 40683 SH SOLE 0 40683 0 0 D VALERO ENERGY COMMON STOCK 91913Y100 1159 65208 SH SOLE 0 65208 0 0 D VALIDUS HOLDINGS COMMON STOCK BMG9319H1025 452 18131 SH SOLE 0 18131 0 0 D VARIAN MEDICAL S COMMON STOCK 92220P105 337 6460 SH SOLE 0 6460 0 0 D VARIAN SEMI EQUI COMMON STOCK 922207105 362 5925 SH SOLE 0 5925 0 0 D VEECO INSTRUMENT COMMON STOCK 922417100 238 9767 SH SOLE 0 9767 0 0 D VERA BRADLEY INC COMMON STOCK 92335C106 651 18069 SH SOLE 0 18069 0 0 D VERISIGN INC COMMON STOCK 92343E102 4371 152774 SH SOLE 0 152774 0 0 D VERISK ANALYTI-A COMMON STOCK 92345Y106 401 11526 SH SOLE 0 11526 0 0 D VIACOM INC-B COMMON STOCK 92553P201 1139 29405 SH SOLE 0 29405 0 0 D VIRGIN MEDIA INC COMMON STOCK 92769L101 1846 75803 SH SOLE 0 75803 0 0 D VIRNETX HOLDING COMMON STOCK 92823T108 375 25022 SH SOLE 0 25022 0 0 D VISA INC-CLASS A COMMON STOCK 92826C839 1191 13890 SH SOLE 0 13890 0 0 D VISHAY INTERTECH COMMON STOCK 928298108 250 29906 SH SOLE 0 29906 0 0 D VITAMIN SHOPPE COMMON STOCK 92849E101 62 1662 SH SOLE 0 1662 0 0 D VODAFONE GRP-ADR ADRS STOCK 92857W209 298 11631 SH SOLE 0 11631 0 0 D VOLTERRA SEMICON COMMON STOCK 928708106 110 5716 SH SOLE 0 5716 0 0 D VORNADO RLTY TST COMMON STOCK 929042109 249 3332 SH SOLE 0 3332 0 0 D WABASH NATIONAL COMMON STOCK 929566107 581 121829 SH SOLE 0 121829 0 0 D WABCO HOLDINGS COMMON STOCK 92927K102 281 7411 SH SOLE 0 7411 0 0 D WABTEC CORP COMMON STOCK 929740108 226 4283 SH SOLE 0 4283 0 0 D WADDELL & REED-A COMMON STOCK 930059100 344 13747 SH SOLE 0 13747 0 0 D WALTER ENERGY COMMON STOCK 93317Q105 540 9004 SH SOLE 0 9004 0 0 D WARNER CHILCOT-A COMMON STOCK IE00B446CM77 1125 78653 SH SOLE 0 78653 0 0 D WATERS CORP COMMON STOCK 941848103 248 3283 SH SOLE 0 3283 0 0 D WEBSENSE INC COMMON STOCK 947684106 254 14698 SH SOLE 0 14698 0 0 D WEIGHT WATCHERS COMMON STOCK 948626106 524 8996 SH SOLE 0 8996 0 0 D WELLCARE HEALTH COMMON STOCK 94946T106 427 11237 SH SOLE 0 11237 0 0 D WELLPOINT INC COMMON STOCK 94973V107 1792 27457 SH SOLE 0 27457 0 0 D WELLS FARGO & CO COMMON STOCK 949746101 617 25567 SH SOLE 0 25567 0 0 D WESTERN DIGITAL COMMON STOCK 958102105 280 10885 SH SOLE 0 10885 0 0 D WESTERN REFINING COMMON STOCK 959319104 316 25355 SH SOLE 0 25355 0 0 D WESTERN UNION COMMON STOCK 959802109 346 22643 SH SOLE 0 22643 0 0 D WESTLAKE CHEMICA COMMON STOCK 960413102 241 7040 SH SOLE 0 7040 0 0 D WEYERHAEUSER CO COMMON STOCK 962166104 2430 156238 SH SOLE 0 156238 0 0 D WILLIAMS COS INC COMMON STOCK 969457100 2197 90249 SH SOLE 0 90249 0 0 D WILLIAMS-SONOMA COMMON STOCK 969904101 337 10930 SH SOLE 0 10930 0 0 D WILLIS GRP HLDGS COMMON STOCK IE00B4XGY116 3390 98645 SH SOLE 0 98645 0 0 D WINTRUST FINL COMMON STOCK 97650W108 250 9668 SH SOLE 0 9668 0 0 D WORLD FUEL SVCS COMMON STOCK 981475106 445 13630 SH SOLE 0 13630 0 0 D WR GRACE & CO COMMON STOCK 38388F108 783 23508 SH SOLE 0 23508 0 0 D WW GRAINGER INC COMMON STOCK 384802104 12 78 SH SOLE 0 78 0 0 D XEROX CORP COMMON STOCK 984121103 3 365 SH SOLE 0 365 0 0 D XILINX INC COMMON STOCK 983919101 818 29825 SH SOLE 0 29825 0 0 D YAMANA GOLD INC COMMON STOCK 98462Y100 580 42452 SH SOLE 0 42452 0 0 D YANDEX NV-A COMMON STOCK NL0009805522 144 7055 SH SOLE 0 7055 0 0 D YPF SA-ADR ADRS STOCK 984245100 506 14781 SH SOLE 0 14781 0 0 D YUM! BRANDS INC COMMON STOCK 988498101 1917 38805 SH SOLE 0 38805 0 0 D ZAGG INC COMMON STOCK 98884U108 1234 124392 SH SOLE 0 124392 0 0 D ZEBRA TECH CORP COMMON STOCK 989207105 317 10250 SH SOLE 0 10250 0 0 D ZIMMER HLDGS COMMON STOCK 98956P102 416 7778 SH SOLE 0 7778 0 0 D ZIONS BANCORP COMMON STOCK 989701107 286 20326 SH SOLE 0 20326 0 0 D ZOGENIX INC COMMON STOCK 98978L105 458 250000 SH SOLE 0 250000 0 0 S REPORT SUMMARY 717 DATA RECORDS 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED